Showing 1 - 10 of 16
We study the effect of the topology of industrial relationship (IR) between the companies in a stock exchange market on the universal features in the market. For this we propose a stochastic model for stock exchange markets based on the behavior of technical traders. From the numerical...
Persistent link: https://www.econbiz.de/10010873303
We study the topological properties of the information transfer networks (ITN) of the global financial market indices for six different periods. ITN is a directed weighted network, in which the direction and weight are determined by the transfer entropy between market indices. By applying the...
Persistent link: https://www.econbiz.de/10011264581
We show how effectively the diffusive capture processes (DCP) on complex networks can be applied to information search in the networks. Numerical simulations show that our method generates only 2% of traffic compared with the most popular flooding-based query-packet-forwarding (FB) algorithm. We...
Persistent link: https://www.econbiz.de/10011058284
Dynamical scalings for the end-to-end distance Ree and the number of distinct visited nodes Nv of random walks (RWs) on finite scale-free networks (SFNs) are studied numerically. 〈Ree〉 shows the dynamical scaling behavior 〈Ree(ℓ¯,t)〉=ℓ¯α(γ,N)g(t/ℓ¯z), where ℓ¯ is the...
Persistent link: https://www.econbiz.de/10011064039
We study two weight-driven information spreading models for financial market. In these models, we find that the activity threshold below which the ‘financial crash’ occurs can be increased by uneven distribution of information weight, compared with Eguíluz and Zimmermann model [V.M....
Persistent link: https://www.econbiz.de/10011064315
Persistent link: https://www.econbiz.de/10015070702
We study a self-organized scale-free network model generated using the Merging-and-Creation dynamics with preferential attachment. We show analytically that the introduction of preferential attachment has minimal impact on the steady-state degree distribution. However, we find also that the...
Persistent link: https://www.econbiz.de/10010873953
For many externally driven complex systems neither the noisy driving force, nor the internal dynamics are a priori known. Here we focus on systems for which the time dependent activity of a large number of components can be monitored, allowing us to separate each signal into a component...
Persistent link: https://www.econbiz.de/10005083695
We study the synchronization of Rössler oscillators as prototypes of chaotic systems on scale-free complex networks. As it turns out, the underlying topology crucially affects the global synchronization properties. In particular, we show that the existence of loops facilitates the...
Persistent link: https://www.econbiz.de/10011061858
We study the novel three-species reaction–diffusion processes of scale-free networks that are significantly different from numerical calculations manipulated on regular and small-world lattices. The inverse particle density for the three-species process scales according to the power-law with a...
Persistent link: https://www.econbiz.de/10011062068